- Category:
- Algorithm
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- 144kb
- Update:
- 2017-01-08
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- akd
Description: ADMM method for solving linear constrained convex optimization problem is effective. In this paper, we propose a near linear algorithm, homotopy method used to solve the problem of sub-point of each iteration. Under appropriate conditions, the global convergence and convergence rate is the worst case of the proposed algorithm is proved. The numerical results show that an initial validity of the proposed method.
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